The method I use is rotating the stitches around to different needles every so often, that way it's not always the same stitches at the corners and hides the slight different in tension pretty well...It can be a bit confusing if you're following a complicated pattern, but you can use stitch markers to help you with that...good luck and hope this helps...

If possible, I tend to put purl stitches at the end of a DPN instead of the beginning.
This happens because you have to put the yarn underneath the needle. If you can't avoid purling the first stitch, try positioning the working needle higher so that it's as tight as possible.